+39.4%
MCO vs D
+13.0%
+26.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -2.5% | -2.4% | -0.1% | -1.8% |
| 30D | +9.4% | +9.0% | +0.5% | +6.5% |
| 3M | +8.3% | +1.0% | +7.3% | +7.9% |
| 6M | +15.4% | +11.0% | +4.4% | +11.3% |
| YTD | +1.5% | +19.8% | -18.3% | -5.2% |
| 1Y | +5.4% | +16.0% | -10.6% | -0.6% |
| 3Y | +53.1% | +74.4% | -21.2% | +22.0% |
| 5Y | +39.4% | +13.5% | +25.9% | +35.9% |
| All | +39.4% | +13.0% | +26.4% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling